NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 20-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
77.24 |
76.67 |
-0.57 |
-0.7% |
78.14 |
| High |
78.22 |
78.34 |
0.12 |
0.2% |
79.75 |
| Low |
75.87 |
76.16 |
0.29 |
0.4% |
75.87 |
| Close |
76.67 |
77.80 |
1.13 |
1.5% |
76.67 |
| Range |
2.35 |
2.18 |
-0.17 |
-7.2% |
3.88 |
| ATR |
1.90 |
1.92 |
0.02 |
1.1% |
0.00 |
| Volume |
112,677 |
125,980 |
13,303 |
11.8% |
736,948 |
|
| Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.97 |
83.07 |
79.00 |
|
| R3 |
81.79 |
80.89 |
78.40 |
|
| R2 |
79.61 |
79.61 |
78.20 |
|
| R1 |
78.71 |
78.71 |
78.00 |
79.16 |
| PP |
77.43 |
77.43 |
77.43 |
77.66 |
| S1 |
76.53 |
76.53 |
77.60 |
76.98 |
| S2 |
75.25 |
75.25 |
77.40 |
|
| S3 |
73.07 |
74.35 |
77.20 |
|
| S4 |
70.89 |
72.17 |
76.60 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.07 |
86.75 |
78.80 |
|
| R3 |
85.19 |
82.87 |
77.74 |
|
| R2 |
81.31 |
81.31 |
77.38 |
|
| R1 |
78.99 |
78.99 |
77.03 |
78.21 |
| PP |
77.43 |
77.43 |
77.43 |
77.04 |
| S1 |
75.11 |
75.11 |
76.31 |
74.33 |
| S2 |
73.55 |
73.55 |
75.96 |
|
| S3 |
69.67 |
71.23 |
75.60 |
|
| S4 |
65.79 |
67.35 |
74.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.75 |
75.87 |
3.88 |
5.0% |
1.80 |
2.3% |
50% |
False |
False |
135,431 |
| 10 |
79.75 |
75.69 |
4.06 |
5.2% |
1.83 |
2.4% |
52% |
False |
False |
129,863 |
| 20 |
79.75 |
72.35 |
7.40 |
9.5% |
1.93 |
2.5% |
74% |
False |
False |
114,672 |
| 40 |
84.45 |
72.35 |
12.10 |
15.6% |
1.92 |
2.5% |
45% |
False |
False |
88,440 |
| 60 |
84.45 |
72.35 |
12.10 |
15.6% |
2.02 |
2.6% |
45% |
False |
False |
72,160 |
| 80 |
84.45 |
72.35 |
12.10 |
15.6% |
2.09 |
2.7% |
45% |
False |
False |
65,647 |
| 100 |
93.55 |
71.50 |
22.05 |
28.3% |
2.21 |
2.8% |
29% |
False |
False |
64,564 |
| 120 |
93.55 |
71.50 |
22.05 |
28.3% |
2.10 |
2.7% |
29% |
False |
False |
62,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.61 |
|
2.618 |
84.05 |
|
1.618 |
81.87 |
|
1.000 |
80.52 |
|
0.618 |
79.69 |
|
HIGH |
78.34 |
|
0.618 |
77.51 |
|
0.500 |
77.25 |
|
0.382 |
76.99 |
|
LOW |
76.16 |
|
0.618 |
74.81 |
|
1.000 |
73.98 |
|
1.618 |
72.63 |
|
2.618 |
70.45 |
|
4.250 |
66.90 |
|
|
| Fisher Pivots for day following 20-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.62 |
77.60 |
| PP |
77.43 |
77.39 |
| S1 |
77.25 |
77.19 |
|